-40.3%
MKC vs TPG
+74.1%
-114.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -1.5% | -9.4% | +8.0% | -0.4% |
| 30D | -3.1% | -5.3% | +2.1% | -2.6% |
| 3M | +5.2% | +12.9% | -7.7% | +3.7% |
| 6M | -12.8% | +20.1% | -32.9% | -14.9% |
| YTD | -23.3% | -22.5% | -0.8% | -21.4% |
| 1Y | -24.1% | -19.7% | -4.4% | -22.7% |
| 3Y | -32.1% | +81.2% | -113.3% | -40.4% |
| All | -40.3% | +74.1% | -114.4% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling